Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 2.71% | 0.35 CHF | 0.36 CHF | 150,000 | 100,000 | 142,331 | 100,000 | 51,734 CHF | 37,381 CHF | 98.98% | 98.98% |
19/11/2024 | 3.17% | 0.32 CHF | 0.33 CHF | 160,000 | 100,000 | 167,439 | 100,000 | 51,953 CHF | 32,049 CHF | 100.00% | 100.00% |
18/11/2024 | 2.85% | 0.35 CHF | 0.36 CHF | 150,000 | 100,000 | 150,724 | 100,000 | 52,110 CHF | 35,586 CHF | 100.00% | 100.00% |
15/11/2024 | 3.17% | 0.31 CHF | 0.32 CHF | 170,000 | 100,000 | 167,055 | 100,000 | 51,795 CHF | 32,034 CHF | 100.00% | 100.00% |
14/11/2024 | 3.34% | 0.31 CHF | 0.32 CHF | 170,000 | 100,000 | 175,163 | 100,000 | 51,495 CHF | 30,423 CHF | 99.22% | 99.22% |
13/11/2024 | 3.41% | 0.28 CHF | 0.29 CHF | 180,000 | 100,000 | 178,120 | 99,159 | 51,427 CHF | 29,631 CHF | 99.36% | 99.36% |
12/11/2024 | 3.04% | 0.27 CHF | 0.28 CHF | 190,000 | 100,000 | 159,651 | 100,000 | 51,777 CHF | 33,579 CHF | 100.00% | 100.00% |
11/11/2024 | 2.22% | 0.42 CHF | 0.43 CHF | 120,000 | 100,000 | 117,293 | 100,000 | 52,365 CHF | 45,676 CHF | 100.00% | 100.00% |
08/11/2024 | 2.26% | 0.43 CHF | 0.44 CHF | 120,000 | 100,000 | 120,000 | 100,000 | 52,587 CHF | 44,823 CHF | 100.00% | 100.00% |
07/11/2024 | 2.43% | 0.46 CHF | 0.47 CHF | 110,000 | 100,000 | 124,974 | 97,396 | 51,879 CHF | 41,665 CHF | 98.73% | 98.73% |